O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q2 2018 Filing
Filed August 10, 2018
Portfolio Value
$4.7T
Holdings
894
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (894 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | VLOVALERO ENERGY CORP COM USD1 | 1,608,872 | $177.8B | 3.76% | |
| 2 | A4SAMERIPRISE FINANCIAL INC COM | 1,152,955 | $160.8B | 3.40% | |
| 3 | TRVCCITIGROUP INC COM USD.01 | 2,031,188 | $135.5B | 2.87% | |
| 4 | LYBLYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 1,111,927 | $121.8B | 2.58% | |
| 5 | FITBFIFTH THIRD BANCORP COM USD6.67 | 4,043,387 | $115.8B | 2.45% | |
| 6 | MPCMARATHON PETROLEUM CORP COM USD0.01 | 1,640,627 | $114.8B | 2.43% | |
| 7 | BBYBEST BUY CO INC COM USD.1 | 1,468,284 | $109.2B | 2.31% | |
| 8 | RFREGIONS FINANCIAL CORP COM USD.625 | 6,158,360 | $109.2B | 2.31% | |
| 9 | W3UWESTERN UNION CO COM USD.01 | 5,338,923 | $108.2B | 2.29% | |
| 10 | —EXPRESS SCRIPTS HOLDING CO COM USD.01 | 1,392,205 | $107.1B | 2.27% | |
| 11 | STXSEAGATE TECHNOLOGY PLC COM USD.00001 | 1,899,225 | $107.0B | 2.26% | |
| 12 | PGPROCTER & GAMBLE CO COM NPV | 1,342,413 | $104.5B | 2.21% | |
| 13 | METMETLIFE INC COM | 2,194,487 | $95.4B | 2.02% | |
| 14 | CAGCONAGRA BRANDS INC COM USD5 | 2,661,583 | $94.8B | 2.01% | |
| 15 | VOYAVOYA FINANCIAL INC COM USD.01 | 2,009,792 | $94.2B | 1.99% | |
| 16 | HIGHARTFORD FINANCIAL SERVICES COM NPV | 1,759,696 | $89.7B | 1.90% | |
| 17 | SYYSYSCO CORP COM USD1 | 1,301,507 | $88.6B | 1.87% | |
| 18 | DYHTARGET CORP COM USD1 | 1,130,522 | $85.9B | 1.82% | |
| 19 | GLWCORNING INC COM USD5 | 2,771,428 | $76.0B | 1.61% | |
| 20 | BABOEING CO COM USD5 | 220,661 | $73.9B | 1.56% | |
| 21 | CECELANESE CORP COM USD.01 | 621,786 | $68.9B | 1.46% | |
| 22 | CTXSEURCITRIX SYSTEMS INC COM USD.001 | 611,953 | $64.0B | 1.35% | |
| 23 | KSSKOHL'S CORP COM USD.01 | 843,215 | $61.3B | 1.30% | |
| 24 | SEESEALED AIR CORP COM USD.01 | 1,301,454 | $55.1B | 1.17% | |
| 25 | ALLYALLY FINANCIAL INC COM USD.01 | 2,090,768 | $54.8B | 1.16% | |
| 26 | COPCONOCOPHILLIPS COM USD1.25 | 745,168 | $51.7B | 1.09% | |
| 27 | MCKMCKESSON CORP COM USD2 | 385,419 | $51.3B | 1.08% | |
| 28 | GWWGRAINGER (W W) INC COM USD1 | 155,637 | $47.9B | 1.01% | |
| 29 | CDNSCADENCE DESIGN SYSTEMS INC COM USD.01 | 1,025,203 | $44.3B | 0.94% | |
| 30 | AALAMERICAN AIRLINES GROUP INC COM USD.01 | 1,170,799 | $44.3B | 0.94% | |
| 31 | CDKCDK GLOBAL INC COM USD0.01 | 677,922 | $44.0B | 0.93% | |
| 32 | PHMPULTEGROUP INC COM USD.01 | 1,531,181 | $43.9B | 0.93% | |
| 33 | GISGENERAL MILLS INC COM USD.75 | 977,655 | $43.1B | 0.91% | |
| 34 | CVSCVS HEALTH CORP COM USD1 | 670,526 | $43.1B | 0.91% | |
| 35 | MSCIMSCI INC CL A COM USD.01 | 259,409 | $42.8B | 0.90% | |
| 36 | MEOHMETHANEX CORP COM NPV | 595,409 | $41.8B | 0.88% | |
| 37 | LIESUN LIFE FINANCIAL INC COM NPV | 1,044,927 | $41.7B | 0.88% | |
| 38 | TECK/BTECK RESOURCES LTD CL B COM NPV SVTG | 1,639,930 | $41.5B | 0.88% | |
| 39 | SYFSYNCHRONY FINANCIAL COM USD.001 | 1,183,209 | $39.4B | 0.83% | |
| 40 | MSIMOTOROLA SOLUTIONS INC COM USD.01 | 297,430 | $34.5B | 0.73% | |
| 41 | RYROYAL BANK OF CANADA COM NPV | 439,497 | $32.9B | 0.70% | |
| 42 | KRKROGER CO COM USD1 | 1,116,000 | $31.7B | 0.67% | |
| 43 | BHCVALEANT PHARMACEUTICALS INTL COM NPV | 1,274,643 | $29.4B | 0.62% | |
| 44 | S9QSPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 320,011 | $27.4B | 0.58% | |
| 45 | MFCMANULIFE FINANCIAL CORP COM NPV | 1,475,018 | $26.3B | 0.56% | |
| 46 | YUMYUM BRANDS INC COM NPV | 321,353 | $25.1B | 0.53% | |
| 47 | AAPLAPPLE INC COM NPV | 128,635 | $23.8B | 0.50% | |
| 48 | UALUNITED CONTINENTAL HLDGS INC COM NEW | 333,863 | $23.2B | 0.49% | |
| 49 | VFCVF CORP COM NPV | 282,092 | $22.9B | 0.48% | |
| 50 | DALDELTA AIR LINES INC COM USD.0001 | 461,673 | $22.8B | 0.48% | |
| 51 | UTXZUNITED TECHNOLOGIES CORP COM USD5 | 178,960 | $22.3B | 0.47% | |
| 52 | LOWLOWE'S COMPANIES INC COM USD.5 | 222,942 | $21.3B | 0.45% | |
| 53 | JPMJPMORGAN CHASE & CO COM USD12 | 198,254 | $20.6B | 0.44% | |
| 54 | APCANADARKO PETROLEUM CORP COM USD.1 | 280,379 | $20.5B | 0.43% | |
| 55 | MARMARRIOTT INTL INC CL A COM NPV | 160,457 | $20.3B | 0.43% | |
| 56 | TDTORONTO DOMINION BANK COM NPV | 346,295 | $19.9B | 0.42% | |
| 57 | CTLEURCENTURYLINK INC COM USD1 | 1,066,349 | $19.8B | 0.42% | |
| 58 | OSBCADNORBORD INC COM NPV | 461,623 | $18.8B | 0.40% | |
| 59 | AYAEURSTARS GROUP INC COM NPV | 490,071 | $17.6B | 0.37% | |
| 60 | —SUNTRUST BANKS INC COM USD1 | 263,437 | $17.4B | 0.37% | |
| 61 | GILDGILEAD SCIENCES INC COM USD.001 | 244,409 | $17.3B | 0.37% | |
| 62 | MEDMEDIFAST INC COM USD.001 | 108,299 | $17.3B | 0.37% | |
| 63 | —AETNA INC COM USD.01 | 91,711 | $16.8B | 0.35% | |
| 64 | MGAMAGNA INTERNATIONAL INC COM NPV | 289,168 | $16.7B | 0.35% | |
| 65 | AMGNAMGEN INC COM NPV | 90,473 | $16.7B | 0.35% | |
| 66 | IBMINTL BUSINESS MACHINES CORP COM USD.2 | 119,532 | $16.7B | 0.35% | |
| 67 | WMTWALMART INC COM USD.1 | 193,746 | $16.5B | 0.35% | |
| 68 | JNPJUNIPER NETWORKS INC COM USD.00001 | 564,868 | $15.5B | 0.33% | |
| 69 | SAMBOSTON BEER INC -CL A CL A COM USD.01 | 51,508 | $15.4B | 0.32% | |
| 70 | CIGICOLLIERS INTL GROUP INC COM NPV SVTG | 202,837 | $15.3B | 0.32% | |
| 71 | GIBCGI GROUP INC -CL A CL A COM NPV SVTG | 242,256 | $15.2B | 0.32% | |
| 72 | MUMICRON TECHNOLOGY INC COM USD.1 | 290,274 | $15.2B | 0.32% | |
| 73 | GRT-UCADGRANITE REAL ESTATE INVEST STPLD UNIT | 373,094 | $15.1B | 0.32% | |
| 74 | LMTLOCKHEED MARTIN CORP COM USD1 | 47,289 | $13.9B | 0.29% | |
| 75 | GSGOLDMAN SACHS GROUP INC COM USD.01 | 63,045 | $13.9B | 0.29% | |
| 76 | DISDISNEY (WALT) CO COM NPV | 128,963 | $13.5B | 0.29% | |
| 77 | TSSTOTAL SYSTEM SERVICES INC COM USD.1 | 158,624 | $13.4B | 0.28% | |
| 78 | PSXPHILLIPS 66 COM USD0.01 | 116,463 | $13.0B | 0.28% | |
| 79 | WBAWALGREENS BOOTS ALLIANCE INC COM USD1.25 | 212,726 | $12.7B | 0.27% | |
| 80 | RCI/BROGERS COMMUNICATIONS -CL B CL B COM NPV | 264,775 | $12.5B | 0.26% | |
| 81 | ISRGINTUITIVE SURGICAL INC COM USD.001 | 26,026 | $12.4B | 0.26% | |
| 82 | CAECAE INC COM NPV | 587,338 | $12.1B | 0.26% | |
| 83 | STLDSTEEL DYNAMICS INC COM USD.01 | 263,325 | $12.1B | 0.25% | |
| 84 | SNPUSDCHINA PETROLEUM & CHEM CORP SPON ADR | 132,524 | $11.9B | 0.25% | |
| 85 | ARCBARCBEST CORP COM USD.01 | 256,815 | $11.7B | 0.25% | |
| 86 | CITUSDCIT GROUP INC COM USD.01 | 233,275 | $11.7B | 0.25% | |
| 87 | MANMANPOWERGROUP COM NPV | 128,074 | $11.0B | 0.23% | |
| 88 | VIABVIACOM INC CL B COM USD | 343,810 | $10.4B | 0.22% | |
| 89 | RIORIO TINTO GROUP (GBR) SPON ADR | 176,061 | $9.8B | 0.21% | |
| 90 | SPUSDSP PLUS CORP CL A USD.001 | 260,871 | $9.7B | 0.20% | |
| 91 | HUMHUMANA INC COM NPV | 32,511 | $9.6B | 0.20% | |
| 92 | AFLAFLAC INC COM USD.1 | 223,607 | $9.6B | 0.20% | |
| 93 | —TRAVELPORT WORLDWIDE LTD ORD USD0.0025 | 513,296 | $9.5B | 0.20% | |
| 94 | ABXBARRICK GOLD CORP COM NPV | 700,933 | $9.1B | 0.19% | |
| 95 | MBTGBPMOBILE TELESYSTEMS PJSC SPONSORED ADR | 998,271 | $8.8B | 0.19% | |
| 96 | CNRCANADIAN NATIONAL RAILWAY CO COM NPV | 105,753 | $8.6B | 0.18% | |
| 97 | OMCOMNICOM GROUP COM USD.5 | 112,172 | $8.6B | 0.18% | |
| 98 | ADMARCHER-DANIELS-MIDLAND CO COM NPV | 181,695 | $8.3B | 0.18% | |
| 99 | CSCOCISCO SYSTEMS INC COM NPV | 182,896 | $7.9B | 0.17% | |
| 100 | SKMEURSK TELECOM CO LTD SPON ADR | 335,418 | $7.8B | 0.17% |
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